Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293515.0617 | 218008.601 | 75506.4606 | 314405.0393 | 474186.0261 | -159780.9867 |
Total P&L (%) | 293.5151 | 218.0086 | 75.5065 | 314.405 | 474.186 | -159.781 |
Avg Daily Profit (%) | 0.2062 | 0.1531 | 0.053 | 0.0999 | 0.1228 | 0 |
Buy And Hold Return (%) | 32.9623 | 32.9623 | 32.9623 | 32.9623 | 32.9623 | 32.9623 |
Max Trade Drawdown | -91827 | -42694 | -90163 | -509795 | -184996 | -611142 |
Profit Factor | 1.9364 | 2.7293 | 1.4029 | 1.218 | 1.984 | 0.8336 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 60.3448 | 55.1724 | 65.5172 | 60.3448 | 55.1724 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.2725 | 2.2175 | 0.7384 | 0.8004 | 1.612 | 0.4387 |
Largest Winning Trade | 75753 | 75753 | 55411 | 218318 | 218318 | 193859 |
Largest Losing Trade | -59614 | -20890 | -59614 | -443863 | -104150 | -443863 |
Avg Bars in Trades | 58 | 45 | 72 | 58 | 45 | 72 |
Avg Bars in Winners | 52 | 43 | 59 | 52 | 43 | 59 |
Avg Bars in Losers | 69 | 47 | 97 | 69 | 47 | 97 |
Bars Traded | 3413 | 1314 | 2099 | 3413 | 1314 | 2099 |
Profit Streak | 171.9709 | 172.9709 | 0 | 171.9709 | 172.9709 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167336 | 481259 | -126039 | -239253 | -24051 | -578821 |
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{ "first_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 224, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 224, "offset": 0, "scalar": 3 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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